She's a cloud or ocean cat. I didn't really get snow vibes, I don't know why.
Nephele (cloud)
Naia (wave, sea)
Undine (wave)
Hamako (seashore child)
Nami (wave)
I think you're right and her name should start with an N, I don't really know why, but it suits her.
So I would say
Nephele,
Naia or Nami.
Neva is fine, but I'd prefer
Niamh for her because it means "bright, shining" and fits her.